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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of banking & finance"
~subject:"Schätzung"
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Search: subject_exact:"Lower partial moments"
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Schätzung
Risikomaß
215
Risk measure
215
Theorie
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89
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89
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67
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Abken, Peter A.
1
Alles, Lakshman
1
Bonaccolto, Giovanni
1
Brownlees, Christian
1
Caporin, Massimiliano
1
Chabot, Ben
1
Chen, Xizhuo
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Dowd, Kevin
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Drakos, Anastassios A.
1
Du, Jiangze
1
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1
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1
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1
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Giot, Pierre
1
Girardi, Giulio
1
Gong, Jincheng
1
Hua, Jian
1
Hung, Jui-Cheng
1
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1
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Li, Xu
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Lin, Xiao
1
Liu, Hung-Chun
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of finance & economics : IJFE
Journal of banking & finance
Journal of risk
22
Finance research letters
20
The North American journal of economics and finance : a journal of financial economics studies
20
Applied economics
18
Energy economics
16
International review of financial analysis
16
Economic modelling
15
International journal of forecasting
15
Journal of econometrics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of empirical finance
13
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Risks : open access journal
11
The journal of risk model validation
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Discussion paper / Tinbergen Institute
10
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Research in international business and finance
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International review of economics & finance : IREF
9
Journal of risk and financial management : JRFM
9
CFS working paper series
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Journal of financial econometrics
8
Pacific-Basin finance journal
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Economics letters
7
Econometric Institute research papers
6
Journal of economic dynamics & control
6
Journal of forecasting
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Journal of international financial markets, institutions & money
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Journal of mathematical finance
6
SFB 649 discussion paper
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SpringerLink / Bücher
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Computational economics
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Discussion paper / Deutsche Bundesbank
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Journal of risk : JOR
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
33
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1
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
2
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
3
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
4
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
5
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
6
Downside risk and the performance of volatility-managed portfolios
Wang, Feifei
;
Yan, Xuemin Sterling
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013365948
Saved in:
7
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
8
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
9
Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
Ruenzi, Stefan
;
Ungeheuer, Michael
;
Weigert, Florian
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
Saved in:
10
Decomposing and backtesting a flexible specification for CoVaR
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Paterlini, …
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224757
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